-4.2%
ROL vs ELV
+14.8%
-19.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -3.3% | -2.2% | -1.1% | -3.0% |
| 30D | -7.2% | -0.2% | -7.0% | -7.2% |
| 3M | -27.0% | -6.1% | -20.9% | -26.4% |
| 6M | -39.5% | +42.8% | -82.3% | -42.6% |
| YTD | -41.8% | +14.4% | -56.2% | -43.3% |
| 1Y | -38.9% | +28.6% | -67.5% | -41.8% |
| 3Y | -0.4% | -7.4% | +7.0% | -0.5% |
| 5Y | -4.2% | +14.5% | -18.7% | -6.4% |
| All | -4.2% | +14.8% | -19.0% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ELV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling